Where you find the security code depends on the card.
If you have a Visa, MasterCard or Discover, turn the card over. In the signature box or just to the right of it, you will see a series of digits. However long the series, the final three digits are the security code.
American Express cardholders can find their security code on the front of the card, either to the left or right of the embossed 15-digit card number. These four digits are printed in black, not embossed.